Hi,
These are the available options for the navigation. You are right - there is no option to close the navigation automatically when clicking somewhere on the page. Might be possible with a custom javascript observer in the layout, might be a nice addition to the app store
With help from Mendix support I learned that if you go to the layout, find the container that has the navigation menu it in, then go the container properties > if you see the toggle mode to "push content aside" then the menu will close after a user clicks on a menu link.